Note that you may share no DNA with a third cousin, second cousin once removed and more distant relatives.

There's even a slight overlap between the amount of DNA shared by siblings and half siblings, although you'd be unlucky if results fell in the ambiguous range.

Check out the data to get an idea of the range of possible relationships a particular number of shared cM implies. 40cM could be a 1st cousin twice removed (1C2R), 2C1R, or 3C down to 5C2R. Could it be even more remote for endogamous populations?